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~language:"eng"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
81
Theory
81
Einheitswurzeltest
49
Unit root test
49
Time series analysis
42
Saisonale Schwankungen
24
Seasonal variations
24
Stochastic process
18
Stochastischer Prozess
18
Statistical test
16
Statistischer Test
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Volatility
13
Volatilität
13
Cointegration
9
Kointegration
9
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9
Seasonal component
9
Heteroscedasticity
8
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8
Statistical theory
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11
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7
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7
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1
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Taylor, Robert
Gil-Alaña, Luis A.
165
Franses, Philip Hans
153
Caporale, Guglielmo Maria
144
Koopman, Siem Jan
144
Phillips, Peter C. B.
129
Koop, Gary
73
Sibbertsen, Philipp
71
Lütkepohl, Helmut
69
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Teräsvirta, Timo
67
Kunst, Robert M.
66
McAleer, Michael
65
Swanson, Norman R.
62
Harvey, Andrew C.
60
Lucas, André
59
Dijk, Herman K. van
58
Stock, James H.
58
Marcellino, Massimiliano
55
Gupta, Rangan
52
Kapetanios, George
52
Maravall Herrero, Agustín
52
Granger, C. W. J.
51
Watson, Mark W.
51
Engle, Robert F.
49
Feng, Yuanhua
49
Hassler, Uwe
48
Lux, Thomas
48
Hyndman, Rob J.
47
Bauwens, Luc
45
Hallin, Marc
45
Proietti, Tommaso
44
Timmermann, Allan
44
Gao, Jiti
43
Saikkonen, Pentti
43
Dijk, Dick van
42
Ghysels, Eric
42
Perron, Pierre
42
Ravazzolo, Francesco
42
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Econometric theory
3
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
DAE working paper
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
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ECONIS (ZBW)
42
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1
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
2
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
3
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
4
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
5
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
6
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
7
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
8
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
9
On modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
10
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
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